重叠 发表于 2025-3-28 18:19:17

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indoctrinate 发表于 2025-3-28 21:33:46

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收集 发表于 2025-3-29 00:13:59

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Costume 发表于 2025-3-29 03:45:15

Parameter Estimation in a Weak Hidden Markov Model with Independent Drift and Volatility,olatilities of asset’s log-returns are governed by a second-order Markov chain in discrete time. WHMM enriches the usual HMM by incorporating more information from the past thereby capturing presence of memory in the underlying market state. A filtering technique in conjunction with the Expectation-

弄污 发表于 2025-3-29 09:26:16

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查看完整版本: Titlebook: Hidden Markov Models in Finance; Further Developments Rogemar S. Mamon,Robert J. Elliott Book 2014 Springer Science+Business Media New York